WEKO3
アイテム
A Stochastic Method for All Seasons
http://hdl.handle.net/10228/5258
http://hdl.handle.net/10228/5258858e3b8a-33d1-4537-a3ce-2d4157feecbc
| 名前 / ファイル | ライセンス | アクション |
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csse-36.pdf (1.9 MB)
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| アイテムタイプ | テクニカルレポート = Technical Report(1) | |||||||||||||||
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| 公開日 | 2014-06-16 | |||||||||||||||
| 資源タイプ | ||||||||||||||||
| 資源タイプ識別子 | http://purl.org/coar/resource_type/c_18gh | |||||||||||||||
| 資源タイプ | technical report | |||||||||||||||
| タイトル | ||||||||||||||||
| タイトル | A Stochastic Method for All Seasons | |||||||||||||||
| 言語 | en | |||||||||||||||
| 言語 | ||||||||||||||||
| 言語 | eng | |||||||||||||||
| 著者 |
小守, 良雄
× 小守, 良雄
× Burrage, Kevin
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| 抄録 | ||||||||||||||||
| 内容記述タイプ | Abstract | |||||||||||||||
| 内容記述 | It is well known that the numerical solution of stochastic ordinary differential equations leads to a step size reduction when explicit methods are used. This has led to a plethora of implicit methods with a wide variety of stability properties. However, for stochastic problems whose eigenvalues lie near the negative real axis, explicit methods with extended stability regions can be very effective. In this paper we extend these ideas to the stochastic realm and present a family of weak order two explicit stochastic Runge-Kutta methods with extended stability intervals that can be used to solve a variety of non-stiff and stiff problems. | |||||||||||||||
| 言語 | en | |||||||||||||||
| 備考 | ||||||||||||||||
| 内容記述タイプ | Other | |||||||||||||||
| 内容記述 | [Remark] The material in this report has been superseded by the following paper: Y. Komori and K. Burrage (2012), Weak second order S-ROCK methods for Stratonovich stochastic differential equations, Journal of Computational and Applied Mathematics, 236 (11), 2895-2908. | |||||||||||||||
| 言語 | en | |||||||||||||||
| 書誌情報 |
en : Technical Report in Computer Science and Systems Engineering p. 1-26, 発行日 2010-11-22 |
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| 出版社 | ||||||||||||||||
| 出版者 | 九州工業大学 | |||||||||||||||
| 言語 | ja | |||||||||||||||
| ISSN | ||||||||||||||||
| 収録物識別子タイプ | PISSN | |||||||||||||||
| 収録物識別子 | 1344-8803 | |||||||||||||||
| 出版タイプ | ||||||||||||||||
| 出版タイプ | VoR | |||||||||||||||
| 出版タイプResource | http://purl.org/coar/version/c_970fb48d4fbd8a85 | |||||||||||||||
| テクニカルレポートNo. | ||||||||||||||||
| CSSE-36 | ||||||||||||||||
| 異版である | ||||||||||||||||
| 関連タイプ | isVersionOf | |||||||||||||||
| 識別子タイプ | DOI | |||||||||||||||
| 関連識別子 | https://doi.org/10.1016/j.cam.2012.01.033 | |||||||||||||||
| 研究者情報 | ||||||||||||||||
| https://hyokadb02.jimu.kyutech.ac.jp/html/241_ja.html | ||||||||||||||||
| 連携ID | ||||||||||||||||
| 4976 | ||||||||||||||||
